ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
124-27 |
125-08 |
0-14 |
0.3% |
125-08 |
| High |
125-10 |
125-12 |
0-02 |
0.0% |
127-19 |
| Low |
124-12 |
124-00 |
-0-12 |
-0.3% |
124-00 |
| Close |
125-07 |
124-08 |
-1-00 |
-0.8% |
124-08 |
| Range |
0-30 |
1-11 |
0-14 |
45.8% |
3-18 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.8% |
0-00 |
| Volume |
200,549 |
158,742 |
-41,807 |
-20.8% |
820,319 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-18 |
127-24 |
124-31 |
|
| R3 |
127-07 |
126-13 |
124-19 |
|
| R2 |
125-28 |
125-28 |
124-15 |
|
| R1 |
125-02 |
125-02 |
124-11 |
124-26 |
| PP |
124-17 |
124-17 |
124-17 |
124-13 |
| S1 |
123-23 |
123-23 |
124-04 |
123-14 |
| S2 |
123-06 |
123-06 |
124-00 |
|
| S3 |
121-27 |
122-12 |
123-28 |
|
| S4 |
120-16 |
121-01 |
123-16 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-00 |
133-22 |
126-06 |
|
| R3 |
132-14 |
130-04 |
125-07 |
|
| R2 |
128-28 |
128-28 |
124-28 |
|
| R1 |
126-18 |
126-18 |
124-18 |
125-29 |
| PP |
125-09 |
125-09 |
125-09 |
124-31 |
| S1 |
122-31 |
122-31 |
123-29 |
122-11 |
| S2 |
121-22 |
121-22 |
123-19 |
|
| S3 |
118-04 |
119-12 |
123-08 |
|
| S4 |
114-18 |
115-26 |
122-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-19 |
124-00 |
3-18 |
2.9% |
1-16 |
1.2% |
6% |
False |
True |
164,063 |
| 10 |
128-08 |
124-00 |
4-08 |
3.4% |
1-18 |
1.3% |
5% |
False |
True |
148,521 |
| 20 |
130-30 |
124-00 |
6-30 |
5.6% |
1-19 |
1.3% |
3% |
False |
True |
146,350 |
| 40 |
132-18 |
123-04 |
9-14 |
7.6% |
2-00 |
1.6% |
12% |
False |
False |
179,764 |
| 60 |
132-18 |
123-04 |
9-14 |
7.6% |
2-02 |
1.7% |
12% |
False |
False |
134,902 |
| 80 |
140-10 |
123-04 |
17-06 |
13.8% |
2-05 |
1.7% |
6% |
False |
False |
101,319 |
| 100 |
140-16 |
123-04 |
17-12 |
14.0% |
2-04 |
1.7% |
6% |
False |
False |
81,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-02 |
|
2.618 |
128-28 |
|
1.618 |
127-17 |
|
1.000 |
126-22 |
|
0.618 |
126-06 |
|
HIGH |
125-12 |
|
0.618 |
124-27 |
|
0.500 |
124-22 |
|
0.382 |
124-17 |
|
LOW |
124-00 |
|
0.618 |
123-06 |
|
1.000 |
122-22 |
|
1.618 |
121-27 |
|
2.618 |
120-16 |
|
4.250 |
118-10 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-22 |
125-01 |
| PP |
124-17 |
124-25 |
| S1 |
124-12 |
124-16 |
|